Polar slot in cylinder
1.pic: Make a cylinder like this (hit Ctrl+R to make edge loops)

2.pic: Turn on proportional editing (sphere), select the marked verts and move them apart with scaling "s key" use the mouse scroll to adjust ray of the proportional editing.

3.pic: Switch to smooth the proportional editing, select the marked faces and rotate them around the z axis R key and then Z key.

4.pic: Go to object mode and add a solidify modifier

5.pic: Click on smooth shading, turn on auto smooth and adjust it

6.pic: If you go to edit mode, select all faces by A key then hit Ctrl+T to triangulate the faces the surface will be smoother, but the topology will be worse.